A new look at pass-through

By Jay C. Shambaugh. 2008

124 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/f8c2fe3c7cff8ce456c841ce5caa50ac5296df53

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Hakan Yilmazkuday
2. Jongrim Ha
3. Markus Stocker

In Finance

1. Hakan Yilmazkuday
2. Jongrim Ha
3. Markus Stocker
4. Yabibal M. Walle
5. Helmut Herwartz

Citations in the corpus

• Inflation and exchange rate pass-through (2019, background): “Beyond structural factors and country characteristics, the nature of the macroeconomic shock that triggers an exchange rate movement plays a key role in determining the size of the associated pass-through (Comunale and Kunovac 2017; Forbes, Hjortsoe, and Nenova 2017; Shambaugh 2008).”
• Exchange Rate Pass-Through: Evidence Based on Vector Autoregression with Sign Restrictions (2011, unknown): “The PT ratio of the exchange rate into aggregate prices may vary with underlying shocks. For instance, see Shambaugh (2008) .”
• The shocks matter: Improving our estimates of exchange rate pass-through (2018, unknown): “This identification restriction is based on work by Blanchard and Quah (1989) and Gali (1999),12 and is widely used in the SVAR literature, including by Shambaugh (2008) and Erceg, Gust and Guerrieri (2005).”